Liang Wu
Executive Director, Financial Engineering and Product Management,Head of Crossasset Product Management
Liang Wu is a high-level professional, that works in Numerix as a Financial Engineer - Interest Rate, Cross Currency, Inflation and Hybrid from 2010. This person gained professional experience in more than six positions at various companies. Liang Wu went to the Columbia University - Fu Foundation School of Engineering and Applied Science and got education there from 2008 to 2009. New York, New York is the city, where this person was known to be situated. This professional's email address and number can be accessed through SoftwareOfficial on demand.
Name variants:
Liang Wu
Last updated Jun 03, 2024
Contact Information
Last Update
Jul 1, 2022
Email
lw**@numerix.com, lw**@columbia.edu
Location
New York, NY
Company
Workplace
Financial Engineer - Interest Rate, Cross Currency, Inflation and Hybrid
New York, NY
Industry
Financial Services, Computer Systems Design
Colleagues
Work History
Financial Engineer - Interest Rate, Cross Currency, Inflation and Hybrid
Greater New York City Area
Conduct structuring and valuation of cross-asset derivative products using stochastic hybrid model
Perform comprehensive software validations on modeling, pricing and risk on fixed income pr...
from Jun 2010
Onsite Consultant - Asset & Liability Management and Market Risk
Morristown, NJ
Use stochastic models to generate risk-neutral economic scenarios for liability valuation purpose and provide associated scenarios validations and risk analysis
Equity volatility shocks fore...
from Sep 2010
Buisiness Analyst (Full-time Internship)
Summit, NJ
Quality Assurance and Counterparty Risk
Apr 2010 — Jun 2010
Desk Quant (Summer Internship)
Greater New York City Area
Credit Derivatives Trading Desk
- Wrote automatic data processing procedures for CDO pricing and did valuation reconciliation for trades on CDS
- Priced CDS by bootstrapping on survival prob...
Jul 2009 — Aug 2009
Summer Internship
Greater New York City Area
Provident Group Asset Management
- Estimated fund leverage and performed sensitivity analysis according to multi-regression model
- Utilized significance test to select market factors in ste...
Jun 2009 — Jul 2009
Spring Internship
Greater New York City Area
Global Wealth Management, Global Investment Data Administration Team
- Developed procedures and macros to maintain and control data in a database and varies applications
- Streamlined the da...
Feb 2009 — May 2009
Education
2005 — 2008
2001 — 2005
Occupations
Executive
Chief Executive Officer
Engineer
Artist
Model
Accountant
Finance and Accounting Specialist
Counselor
IT Professional
Matlab Developer
Corporate Executive
Chief Executive
Accounting Bookkeeper
Bookkeeper
Advisor
Software Developer
Software Developers
Skills
Fixed Income
Derivatives
Financial Engineering
Market Risk
Valuation
Monte Carlo Simulation
Credit Derivatives
Quantitative Finance
Options
Quantitative Analytics
Interest Rate Derivatives
Financial Risk
Finance
Stochastic Modeling
Financial Modeling
Structured Products
Volatility
FAQs about Liang Wu
What's the main profession of Liang Wu?
This professional's job is Executive Director, Financial Engineering and Product Management,Head of Crossasset Product Management
What jobs is Liang a professional at?
Liang Wu is proficient at such jobs as Executive and Chief Executive Officer.
Where does Liang Wu live?
Liang Wu currently lives in New York, New York.
What is Liang Wu's email?
The expert's email is lw**@numerix.com and lw**@columbia.edu.
How many companies did Liang Wu work at?
The professional worked at six jobs.
Where has Liang Wu studied?
Liang studied at the Columbia University - Fu Foundation School of Engineering and Applied Science from 2008 to 2009.
What languages does Liang Wu speak?
Liang Wu speaks English and Mandarin.
Are there any professional industries Liang Wu is connected to?
This person works in Financial Services industry.